+303.4%
FTI vs ROP
+136.8%
+166.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | -2.3% | -6.1% | +3.8% | +1.1% |
| 30D | +5.0% | -3.4% | +8.4% | +6.8% |
| 3M | +13.8% | +16.7% | -2.8% | +2.5% |
| 6M | +22.9% | +8.1% | +14.8% | +15.1% |
| YTD | +75.0% | -11.7% | +86.7% | +83.6% |
| 1Y | +96.9% | -24.2% | +121.1% | +126.5% |
| 3Y | +276.7% | -19.0% | +295.7% | +309.4% |
| 5Y | +1,157.0% | -15.9% | +1,172.9% | +1,194.1% |
| All | +303.4% | +136.8% | +166.7% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling